+77.0%
MAS vs OSCR
-7.0%
+84.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.1% | -5.4% | -1.7% |
| 7D | +3.6% | +3.3% | +0.3% | +3.3% |
| 30D | +23.8% | +0.3% | +23.5% | +23.7% |
| 3M | +14.4% | +21.0% | -6.5% | +12.3% |
| 6M | +19.7% | +57.1% | -37.3% | +14.2% |
| YTD | +36.0% | +132.9% | -97.0% | +24.7% |
| 1Y | +40.4% | +129.1% | -88.7% | +28.3% |
| 3Y | +58.9% | +370.7% | -311.8% | +28.7% |
| 5Y | +44.5% | +102.6% | -58.1% | +10.3% |
| All | +77.0% | -7.0% | +84.0% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded OSCR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling